SCHL vs. VGTSX

Last updated Jun 24, 2026

SCHL (Scholastic Corporation) is a stock, while VGTSX (Vanguard Total International Stock Index Fund Investor Shares) is Foreign Large Cap Equities fund managed by Vanguard. Over the past 10 years, SCHL returned 3.13%/yr vs 10.40%/yr for VGTSX. At a 0.36 correlation, their price movements are largely independent.

Performance

SCHL vs. VGTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Scholastic Corporation (SCHL) and Vanguard Total International Stock Index Fund Investor Shares (VGTSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCHL achieves a 44.87% return, which is significantly higher than VGTSX's 15.80% return. Over the past 10 years, SCHL has underperformed VGTSX with an annualized return of 3.13%, while VGTSX has yielded a comparatively higher 10.40% annualized return.

SCHL

• 1D: -0.14%
• 1M: 4.32%
• YTD: 44.87%
• 6M: 48.73%
• 1Y: 104.11%
• 3Y*: 7.44%
• 5Y*: 4.51%
• 10Y*: 3.13%

VGTSX

• 1D: 0.18%
• 1M: 3.31%
• YTD: 15.80%
• 6M: 15.70%
• 1Y: 33.35%
• 3Y*: 19.95%
• 5Y*: 9.07%
• 10Y*: 10.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHL vs. VGTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCHL Scholastic Corporation	44.87%	43.96%	-42.00%	-2.52%	0.48%	62.97%	-33.43%	-3.00%	1.86%	-14.30%
VGTSX Vanguard Total International Stock Index Fund Investor Shares	15.80%	32.05%	5.30%	15.18%	-16.07%	8.58%	11.15%	21.44%	-14.47%	27.39%

Correlation

The correlation between SCHL and VGTSX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (10Y) Calculated over the trailing 10-year period	0.33
Correlation (All Time) Calculated using the full available price history since Apr 29, 1996	0.36

Return for Risk

SCHL vs. VGTSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCHL

SCHL Risk / Return Rank: 94
SCHL Sharpe Ratio Rank: 92
SCHL Sortino Ratio Rank: 92
SCHL Omega Ratio Rank: 92
SCHL Calmar Ratio Rank: 97
SCHL Martin Ratio Rank: 98

VGTSX

VGTSX Risk / Return Rank: 68
VGTSX Sharpe Ratio Rank: 73
VGTSX Sortino Ratio Rank: 64
VGTSX Omega Ratio Rank: 70
VGTSX Calmar Ratio Rank: 69
VGTSX Martin Ratio Rank: 64

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCHL vs. VGTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Scholastic Corporation (SCHL) and Vanguard Total International Stock Index Fund Investor Shares (VGTSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SCHL	VGTSX	Difference
Sharpe ratio: Return per unit of total volatility	2.45	2.28	+0.18
Sortino ratio: Return per unit of downside risk	3.36	3.06	+0.30
Omega ratio: Gain probability vs. loss probability	1.45	1.42	+0.03
Calmar ratio: Return relative to maximum drawdown	8.71	3.04	+5.67
Martin ratio: Return relative to average drawdown	27.72	11.81	+15.91

SCHL vs. VGTSX - Sharpe Ratio Comparison

The current SCHL Sharpe Ratio is 2.45, which is comparable to the VGTSX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of SCHL and VGTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCHL vs. VGTSX - Drawdown Comparison

The maximum SCHL drawdown since its inception was -83.12%, which is greater than VGTSX's maximum drawdown of -61.48%. Use the drawdown chart below to compare losses from any high point for SCHL and VGTSX.

Drawdown Indicators

	SCHL	VGTSX	Difference
Max Drawdown Largest peak-to-trough decline	-83.12%	-61.48%	-21.64%
Max Drawdown (1Y) Largest decline over 1 year	-12.02%	-11.29%	-0.73%
Max Drawdown (3Y) Largest decline over 3 years	-63.84%	-13.11%	-50.73%
Max Drawdown (5Y) Largest decline over 5 years	-64.52%	-29.56%	-34.96%
Max Drawdown (10Y) Largest decline over 10 years	-64.52%	-35.93%	-28.59%
Current Drawdown Current decline from peak	-3.50%	0.00%	-3.50%
Average Drawdown Average peak-to-trough decline	-30.88%	-13.95%	-16.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.77%	2.90%	+0.87%

Volatility

SCHL vs. VGTSX - Volatility Comparison

Scholastic Corporation (SCHL) has a higher volatility of 8.76% compared to Vanguard Total International Stock Index Fund Investor Shares (VGTSX) at 6.04%. This indicates that SCHL's price experiences larger fluctuations and is considered to be riskier than VGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCHL	VGTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.76%	6.04%	+2.72%
Volatility (6M) Calculated over the trailing 6-month period	24.84%	13.04%	+11.80%
Volatility (1Y) Calculated over the trailing 1-year period	44.15%	15.11%	+29.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.44%	15.20%	+26.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.36%	15.95%	+21.41%

Dividends

SCHL vs. VGTSX - Dividend Comparison

SCHL's dividend yield for the trailing twelve months is around 1.88%, less than VGTSX's 2.41% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHL Scholastic Corporation	1.88%	2.70%	3.75%	2.12%	1.77%	1.50%	2.40%	1.56%	1.49%	1.50%	1.26%	1.56%
VGTSX Vanguard Total International Stock Index Fund Investor Shares	2.41%	3.08%	3.26%	3.16%	2.98%	2.99%	2.05%	2.98%	3.09%	2.68%	2.86%	2.77%

Frequently Asked Questions

Can I hold both SCHL and VGTSX in my portfolio?

SCHL and VGTSX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCHL or VGTSX?

SCHL has higher volatility (8.76%) compared to VGTSX (6.04%). In terms of maximum drawdown, SCHL dropped -83.12% vs VGTSX's -61.48%.

Which has better risk-adjusted returns?

SCHL currently has the higher Sharpe Ratio (2.45 vs 2.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.